Preliminary ratings Class Preliminary rating(i) Initial interest rate(ii) Preliminary amount ($) Credit enhancement (%)(iii) Class type A-1 AAA (sf) Fixed(v) 98,473,000(iv) 20.80 Senior/pro rata/fixed/ exchangeable A-1A AAA (sf) Fixed(vi) 86,039,000(iv) 30.80 Senior/pro rata/fixed/ initial exchangeable A-1B AAA (sf) Fixed(vi) 12,434,000(iv) 20.80 Senior/pro rata/fixed/ initial exchangeable A-1FCF AAA (sf) Fixed(vi) 75,000,000(iv) 20.80 Senior/pro rata/fixed A-1LCF AAA (sf) Fixed(vi) 25,000,000(iv) 20.80 Senior/pro rata/fixed A-2 AA+ (sf) Fixed(vi) 13,783,000 15.30 Senior/sequential/fixed-rate A-3 A+ (sf) Fixed(vi) 10,650,000 11.05 Senior/sequential/fixed-rate M-1 BBB- (sf) (vii) 15,161,000 5.00 Mezzanine/sequential/fixed-rate or net WAC B-1 BB- (sf) Net WAC 5,639,000 2.75 Subordinate/sequential/net WAC B-2 NR Net WAC 3,508,000 1.35 Subordinate/sequential/net WAC B-3 NR Net WAC 3,383,607 0.00 Subordinate/sequential/net WAC A-IO-S NR (ix) Notional(viii) N/A Excess servicing strip XS NR
